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Summer Term 2025

Financial Mathematics and Numerics

Lecturer
Dr. Abhishek Chaudhary
Lectures
Thursday 16:00–18:00, C2A17
Exercise classes
Monday 16:00–17:00, S08

News#

  • 14.04.2025: Please register to the URM system!
  • 14.04.2025: The lecture takes place each Thursday from 16:00 to 18:00. The First meeting is on 17th April 2025. Room: C2A17.
  • 28.04.2025: The tutorial takes place each Monday from 16:00 to 17:00. The First meeting is on 28th April 2025. Room: S08.
  • 27.06.2025: Today, the lecture will on fifth floor, S06 or S07 or S08, it may depend on room availability on 12:15 PM.

Mathematical Finance#

Mathematical Finance is the study of the mathematics used to model and analyse financial markets. These models are constructed to try to better understand how markets behave in reality, and to inform decisions about investments. In reality, these markets are incredibly complex, but under some simplifying assumptions, the mathematics becomes quite elegant, and allows us to develop methods for pricing and valuing portfolios based on a wide range of financial derivatives.

References#

  • P. Wilmott, S. Howison, and J. Dewynne, The Mathematics of Financial Derivatives: A Student Introduction

Registration#

  • All students under examination regulations administered in Alma must register there for both participation and the examination. Please check your exam regulations/module handbook for details.
  • To be placed in the Übungalow, register in the URM for the Übungalow and indicate your scheduling preferences.

Lecture Notes#

Exercise sheets#

Schein Allocation / Exam Prerequisites#

  • At least 50% of the exercises must be ticked to be admitted to the exam.
  • Exercises include both analytical and programming tasks.
  • Passing the exam is a prerequisite for a Schein.
  • Attendance and active participation in exercise classes are required.

Contact person: Abhishek Chaudhary
For questions, visit my office or email me: chaudhary@na.uni-tuebingen.de